+19.6%
SW vs PHM
+54.8%
-35.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -3.2% | -1.9% | -3.5% |
| 30D | -4.6% | -6.4% | +1.9% | -1.3% |
| 3M | +9.4% | +5.5% | +3.9% | +7.3% |
| 6M | +3.5% | -5.4% | +9.0% | +6.1% |
| YTD | +22.0% | +6.6% | +15.4% | +19.4% |
| 1Y | +2.2% | -8.8% | +11.1% | +5.7% |
| All | +19.6% | +54.8% | -35.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling